+62.4%
SAP vs BAH
-32.2%
+94.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | BAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.5% | +0.6% | -0.5% |
| 7D | -2.9% | -3.2% | +0.3% | -2.1% |
| 30D | +9.0% | +2.0% | +7.0% | +8.4% |
| 3M | +14.9% | -7.6% | +22.6% | +16.3% |
| 6M | +11.9% | -5.7% | +17.6% | +12.7% |
| YTD | -9.9% | -11.7% | +1.8% | -8.4% |
| 1Y | -19.5% | -27.4% | +7.8% | -16.0% |
| All | +62.4% | -32.2% | +94.6% | +70.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BAH.
Daily Out/Under-Performance
Portfolio return minus BAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAH return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded BAH wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling